Issue Date | Title | Author(s) | Source | scopus | WOS | Fulltext/Archive link |
2007 | The Chaos Phenomena in an Anticipated Market | C. W. Lee; C. K. Kuo | The 7th International Conference on Computational Intelligence in Economics and Finance, part of the 10th Joint International Conference on Information Sciences | | | |
2012 | Evaluation of Multi-Asset Value at Risk: Evidence from Taiwan | Wu, P. C.; C. K. Kuo ; C. W. Lee | Global Journal of Business Research | | | |
2012 | Examining the Validity of Credit Ratings Assigned to Credit Derivatives | C. W. Lee; C. K. Kuo | The 16th World Multiconference on Systemics, Cybernetics and Informatics (WMSCI 2012), Orlando, USA | | | |
2013 | Forecasting Value at Risk: A Strategy to Minimize Daily Capital Costs | Kuo, C. K. ; C. W. Lee; W. Kuo | ACRN Oxford Journal of Finance and Risk Perspective | | | |
2013 | Forecasting Value at Risk: A Strategy to Minimize Daily Capital Costs | C. K. Kuo ; C. W. Lee; W. Kuo | The 13th FRAP – International research conference on Finance, Risk and Accounting Perspectives, Cambridge University, England. | | | |
2010 | Integrated Value at Risk: Computation and Comparison | P. C. Wu; C. K. Kuo ; C. W. Lee | International Conference on Business and Information, Kitakyushu, Japan. | | | |
2007 | Integrating Market and Credit Risk Using a Simplified Frailty Default Correlation Structure | Kuo, C. K. ; C. W. Lee | The Journal of Fixed Income | | | |
2010 | A New Perspective for Comparing VaR Estimation Methods | C. W. Lee; C. K. Kuo ; P. C. Wu | The 59th Annual Meeting of the Midwest Finance Association, U.S.A. | | | |
2005 | The Pricing of Correlation-Dependent Credit Derivatives | C. K. Kuo ; C. W. Lee | 2005年中華機率統計學會學術研討會 | | | |
2012 | Pricing of Payment Deferred Vulnerable Options and its Application to Vulnerable Range Accrual Notes | Wu, P. C.; C. W. Lee; C. K. Kuo | The International
Journal of Business and Finance Research | | | |
2009 | Pricing of Payment Deferred Vulnerable Options and its Application to Vulnerable Range Accrual Notes | P. C. Wu; C. W. Lee; C. K. Kuo | International Symposium on Finance and Accounting | | | |
2012 | Testing for Chaos and Nonlinearity in Taiwan Futures Returns | Kuo, C. K. ; C. W. Lee; Y. G. Lu | International Journal of Intelligent Technologies and Applied Statistics | | | |
2004 | Value at Risk: Computation for Fixed-Income Portfolios | C. K. Kuo ; C. W. Lee | 2004年台灣財務學術研討會 | | | |